S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jun-1997
Day Change Summary
Previous Current
23-Jun-1997 24-Jun-1997 Change Change % Previous Week
Open 898.54 879.44 -19.10 -2.1% 893.29
High 898.70 896.75 -1.95 -0.2% 901.77
Low 878.43 878.62 0.19 0.0% 886.19
Close 878.62 896.34 17.72 2.0% 898.70
Range 20.27 18.13 -2.14 -10.6% 15.58
ATR 10.35 10.91 0.56 5.4% 0.00
Volume
Daily Pivots for day following 24-Jun-1997
Classic Woodie Camarilla DeMark
R4 944.96 938.78 906.31
R3 926.83 920.65 901.33
R2 908.70 908.70 899.66
R1 902.52 902.52 898.00 905.61
PP 890.57 890.57 890.57 892.12
S1 884.39 884.39 894.68 887.48
S2 872.44 872.44 893.02
S3 854.31 866.26 891.35
S4 836.18 848.13 886.37
Weekly Pivots for week ending 20-Jun-1997
Classic Woodie Camarilla DeMark
R4 942.29 936.08 907.27
R3 926.71 920.50 902.98
R2 911.13 911.13 901.56
R1 904.92 904.92 900.13 908.03
PP 895.55 895.55 895.55 897.11
S1 889.34 889.34 897.27 892.45
S2 879.97 879.97 895.84
S3 864.39 873.76 894.42
S4 848.81 858.18 890.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 901.77 878.43 23.34 2.6% 12.18 1.4% 77% False False
10 901.77 865.15 36.62 4.1% 10.83 1.2% 85% False False
20 901.77 831.87 69.90 7.8% 10.23 1.1% 92% False False
40 901.77 772.96 128.81 14.4% 11.26 1.3% 96% False False
60 901.77 733.54 168.23 18.8% 10.86 1.2% 97% False False
80 901.77 733.54 168.23 18.8% 10.81 1.2% 97% False False
100 901.77 733.54 168.23 18.8% 10.47 1.2% 97% False False
120 901.77 733.54 168.23 18.8% 10.35 1.2% 97% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 973.80
2.618 944.21
1.618 926.08
1.000 914.88
0.618 907.95
HIGH 896.75
0.618 889.82
0.500 887.69
0.382 885.55
LOW 878.62
0.618 867.42
1.000 860.49
1.618 849.29
2.618 831.16
4.250 801.57
Fisher Pivots for day following 24-Jun-1997
Pivot 1 day 3 day
R1 893.46 894.26
PP 890.57 892.18
S1 887.69 890.10

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.